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V-Lab

AUK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.70% (-0.71%)
Analysis last updated: Sunday, February 15, 2026 at 01:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUK Corp SGARCH
paramt-stat
ω1.00975.91
α0.07795.56
β0.838535.58
γ1-0.1325-1.81
γ20.13621.26
γ3-0.0281-0.37
γ40.15952.30
γ5-0.3087-3.83
γ60.30612.59
γ7-0.1834-1.07
γ80.06200.37
γ9-0.0068-0.04
γ10-0.2916-0.90
Estimation Period:
Oct 16, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts